Biography
Dr. Oleg Rytchkov joined the Fox School of Business in 2009. He earned a doctorate degree in Financial Economics from the Sloan School of Management, MIT in 2007 and a doctorate degree in Physics from Steklov Mathematical Institute in 2001. Prior to joining the Fox School of Business, Dr. Rytchkov taught at the McCombs School of Business, University of Texas at Austin. Dr. Rytchkov’s research interests include theoretical and empirical asset pricing and capital markets.
His research has been published in top academic journals including the Journal of Finance, Review of Financial Studies, Journal of Economic Theory, and Journal of Financial and Quantitative Analysis and presented at many seminars and conferences.
Research Interests
- Theoretical and empirical asset pricing
- Capital markets
Courses Taught
Number | Name | Level |
|---|---|---|
BA 9106 | Business Econometrics II | Graduate |
BA 9106 | Bus Rsch Econometrics II | Graduate |
BA 9209 | Business Econometrics III | Graduate |
Selected Publications
Recent
Elyasiani, E., Rytchkov, O., & Stetsyuk, I. (2022). Do real estate mutual fund managers create value? The Quarterly Review of Economics and Finance, 86, 396-406. Elsevier BV. doi: 10.1016/j.qref.2022.08.007.
Chabakauri, G. & Rytchkov, O. (2021). Asset pricing with index investing. Journal of Financial Economics, 141(1), 195-216. Elsevier BV. doi: 10.1016/j.jfineco.2020.06.023.
Rytchkov, O. & Zhong, X. (2020). Information Aggregation and P-Hacking. Management Science, 66(4), 1605-1626. Institute for Operations Research and the Management Sciences (INFORMS). doi: 10.1287/mnsc.2018.3259.